Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 08-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
159.95 |
159.30 |
-0.65 |
-0.4% |
158.39 |
High |
160.19 |
159.85 |
-0.34 |
-0.2% |
160.19 |
Low |
159.04 |
159.07 |
0.03 |
0.0% |
158.33 |
Close |
159.18 |
159.66 |
0.48 |
0.3% |
159.66 |
Range |
1.15 |
0.78 |
-0.37 |
-32.2% |
1.86 |
ATR |
0.94 |
0.93 |
-0.01 |
-1.2% |
0.00 |
Volume |
549,412 |
524,358 |
-25,054 |
-4.6% |
2,859,414 |
|
Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.87 |
161.54 |
160.09 |
|
R3 |
161.09 |
160.76 |
159.87 |
|
R2 |
160.31 |
160.31 |
159.80 |
|
R1 |
159.98 |
159.98 |
159.73 |
160.15 |
PP |
159.53 |
159.53 |
159.53 |
159.61 |
S1 |
159.20 |
159.20 |
159.59 |
159.37 |
S2 |
158.75 |
158.75 |
159.52 |
|
S3 |
157.97 |
158.42 |
159.45 |
|
S4 |
157.19 |
157.64 |
159.23 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.97 |
164.18 |
160.68 |
|
R3 |
163.11 |
162.32 |
160.17 |
|
R2 |
161.25 |
161.25 |
160.00 |
|
R1 |
160.46 |
160.46 |
159.83 |
160.86 |
PP |
159.39 |
159.39 |
159.39 |
159.59 |
S1 |
158.60 |
158.60 |
159.49 |
159.00 |
S2 |
157.53 |
157.53 |
159.32 |
|
S3 |
155.67 |
156.74 |
159.15 |
|
S4 |
153.81 |
154.88 |
158.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
160.19 |
158.33 |
1.86 |
1.2% |
0.82 |
0.5% |
72% |
False |
False |
571,882 |
10 |
160.19 |
157.52 |
2.67 |
1.7% |
0.87 |
0.5% |
80% |
False |
False |
423,178 |
20 |
160.19 |
156.78 |
3.41 |
2.1% |
0.86 |
0.5% |
84% |
False |
False |
447,684 |
40 |
160.66 |
156.42 |
4.24 |
2.7% |
0.84 |
0.5% |
76% |
False |
False |
327,826 |
60 |
160.66 |
156.40 |
4.26 |
2.7% |
0.80 |
0.5% |
77% |
False |
False |
219,442 |
80 |
160.66 |
155.11 |
5.55 |
3.5% |
0.78 |
0.5% |
82% |
False |
False |
164,690 |
100 |
161.71 |
154.54 |
7.17 |
4.5% |
0.77 |
0.5% |
71% |
False |
False |
131,826 |
120 |
161.71 |
153.69 |
8.02 |
5.0% |
0.67 |
0.4% |
74% |
False |
False |
109,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.17 |
2.618 |
161.89 |
1.618 |
161.11 |
1.000 |
160.63 |
0.618 |
160.33 |
HIGH |
159.85 |
0.618 |
159.55 |
0.500 |
159.46 |
0.382 |
159.37 |
LOW |
159.07 |
0.618 |
158.59 |
1.000 |
158.29 |
1.618 |
157.81 |
2.618 |
157.03 |
4.250 |
155.76 |
|
|
Fisher Pivots for day following 08-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
159.59 |
159.65 |
PP |
159.53 |
159.63 |
S1 |
159.46 |
159.62 |
|